Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47568.07 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46170.05 Kr¶

PnL: ---------------------------------------> -718.52 Kr¶

DD now: ---------------------------------> -2.183 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 13:09:10.813894'

Anic Portfolio¶

Today¶

Return: 0.086 %¶

This Week¶

Return: 0.086 %¶

Total¶

Return: 55.726 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 1.750000 3195.000000 268.000000 9.160000 2927.000000
HMS Networks 2 0.310000 782.400000 109.400000 16.260000 673.000000
Nordea Bank Abp 29 0.500000 3532.200000 78.200000 2.260000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
MedCap 2 0.210000 468.000000 47.000000 11.160000 421.000000
SAAB B 8 -0.050000 3418.400000 41.400000 1.230000 3377.000000
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -6.070000 383.600000 28.600000 8.060000 355.000000
Resurs Holding 22 -1.300000 602.140000 28.140000 4.900000 573.999998
Swedbank A 3 0.200000 590.550000 26.550000 4.710000 564.000000
OEM International B 7 0.640000 550.900000 22.900000 4.340000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Intrum 4 -0.880000 543.200000 16.200000 3.070000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Securitas B 6 -1.860000 577.080000 7.080000 1.240000 570.000000
Corem Property Group B 59 -5.140000 582.040000 5.040000 0.870000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.620000 577.800000 0.800000 0.140000 577.000002
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.690000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -2.010000 1636.800000 -17.200000 -1.040000 1653.999996
CTEK 13 -1.070000 504.140000 -29.860000 -5.590000 533.999999
Essity B 2 1.680000 543.400000 -30.600000 -5.330000 574.000000
International Petroleum Corp. 5 -2.090000 562.000000 -32.570000 -5.480000 594.565215
Sampo Oyj SDB 7 0.830000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 -1.190000 547.470000 -65.530000 -10.690000 612.999432
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.720000 3526.900000 -229.100000 -6.100000 3756.000001
Ovzon 52 -2.060000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46170.050000 -718.520000 -2.18347% 46888.564618

Updated:¶

'2023-01-30 13:09:24.403268'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶